Re-reading the question I now understand that each room has its own cable modem. I assume you have a seperate internet connection from the ISP for each of these modems?
- I now believe you will have problems as your clients may be switching from one wireless AP to the other. This will be a problem if each of the cable modems has a seperate ISP connection. The next-door cable modem will think a second laptop in the same room is being connected and will set up a new connection. The connections that were established in the other room will be disconnected.
- Solution:
assign a unique SSID to each of the rooms
The vpn problem will not exist as long a a single connection from each room is established. Make sure that every guest uses it's own SSID. This can be forced by giving a unique passphrase to each of the SSIDs